-7.0%
DASH vs CCJ
+163.1%
-170.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.5% | -1.5% |
| 7D | +0.4% | -7.3% | +7.7% | +2.7% |
| 30D | -6.0% | -20.0% | +13.9% | +0.4% |
| 3M | -15.8% | -23.8% | +8.1% | -9.1% |
| 6M | +7.0% | -42.4% | +49.4% | +25.0% |
| YTD | -20.7% | -22.1% | +1.4% | -18.2% |
| 1Y | -8.5% | -20.8% | +12.3% | -6.7% |
| 3Y | +101.8% | +75.7% | +26.1% | +35.5% |
| All | -7.0% | +163.1% | -170.0% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CCJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling